+528.8%
SIMO vs DD
+69.4%
+459.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +14.6% | -0.6% | +15.2% | +14.9% |
| 30D | +6.2% | -7.4% | +13.6% | +9.8% |
| 3M | +3.6% | -6.4% | +10.0% | +6.4% |
| 6M | +130.8% | -2.5% | +133.3% | +132.4% |
| YTD | +195.8% | +10.2% | +185.5% | +183.2% |
| 1Y | +225.0% | +36.9% | +188.1% | +184.8% |
| 3Y | +452.3% | +47.0% | +405.3% | +366.6% |
| 5Y | +303.6% | +63.1% | +240.5% | +220.6% |
| 10Y | +528.8% | +68.2% | +460.6% | +358.9% |
| All | +528.8% | +69.4% | +459.4% | +358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling